In 2012, he played Diaz in the survival thriller The Grey with Liam Neeson and as Sarge in End of Watch with Jake Gyllenhaal.
Grillo was in the 2010 horror film Mother's Day in the role of Daniel Sohapi and the following year, had a supporting role in the 2011 film Warrior as MMA trainer Frank Campana. His first film role was in 1992's The Mambo Kings, and he went on to appear in the films Minority Report (2002), April's Shower (2006), and both iMurders and New Line Cinema's Pride and Glory in 2008. Grillo started his acting career by appearing in commercials, for companies such as American Express and Sure deodorant.
Grillo (second from right) with his co-stars from Captain America: The Winter Soldier